Giampiero M. Gallo 个人学术档案

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	总计	2019 年至今
引用	3872	1268
h 指数	30	16
i10 指数	48	28

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Edoardo OtrantoProfessore di Statistica, Università di Messina在 unime.it 的电子邮件经过验证
Christian BrownleesAssociate Professor, Universitat Pompeu Fabra在 upf.edu 的电子邮件经过验证
Barbara PaciniFull Professor of Statistics, Department of Political Science, University of Pisa在 unipi.it 的电子邮件经过验证
Robert EngleNew York University在 stern.nyu.edu 的电子邮件经过验证
Giovanni De LucaUniversità di Napoli Parthenope在 uniparthenope.it 的电子邮件经过验证
Vincenzo CandilaDepartment of Economics and Statistics, University of Salerno, Italy在 unisa.it 的电子邮件经过验证
Teodosio Pérez AmaralProfesor de economia在 ccee.ucm.es 的电子邮件经过验证
Alessandra AMENDOLAUniversità di Salerno在 unisa.it 的电子邮件经过验证
David VeredasVlerick Business School在 vlerick.com 的电子邮件经过验证
Matteo BarigozziFull Professor - Alma Mater Studiorum Università di Bologna在 unibo.it 的电子邮件经过验证
Mark SalmonCambridge在 cam.ac.uk 的电子邮件经过验证
Massimiliano MarcellinoUniversità Bocconi在 unibocconi.it 的电子邮件经过验证
Domenico SalvatoreUniversità degli Studi Suor Orsola Benincasa在 unisob.na.it 的电子邮件经过验证
Simone BertoliUniversité Clermont Auvergne, CNRS, IRD, CERDI在 uca.fr 的电子邮件经过验证
Giorgio RicchiutiUniversità degli Studi di Firenze and Complexity Lab in Economics, Università Cattolica di Milano在 unifi.it 的电子邮件经过验证
Frank SchorfheideProfessor of Economics, University of Pennsylvania在 ssc.upenn.edu 的电子邮件经过验证
Francis DieboldProfessor of Economics, University of Pennsylvania在 sas.upenn.edu 的电子邮件经过验证
carlo faveroBocconi University and CEPR在 unibocconi.it 的电子邮件经过验证
Andrea BonaccorsiUniversity of Pisa在 unipi.it 的电子邮件经过验证
Grayham E. MizonEmeritus Professor of Econometrics, Southampton University在 soton.ac.uk 的电子邮件经过验证

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Giampiero M. Gallo

Consigliere Corte dei Conti, Roma, Italy

在 corteconti.it 的电子邮件经过验证

Financial Econometrics Nonlinear Modeling Forecast Solution Methods


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
A multiple indicators model for volatility using intra-daily data RF Engle, GM Gallo Journal of econometrics 131 (1-2), 3-27, 2006	708	2006
Financial econometric analysis at ultra-high frequency: Data handling concerns CT Brownlees, GM Gallo Computational statistics & data analysis 51 (4), 2232-2245, 2006	394	2006
Comparison of volatility measures: a risk management perspective CT Brownlees, GM Gallo Journal of Financial Econometrics 8 (1), 29-56, 2010	253	2010
Volatility spillovers, interdependence and comovements: A Markov Switching approach GM Gallo, E Otranto Computational Statistics & Data Analysis 52 (6), 3011-3026, 2008	164	2008
Volatility spillovers in East Asian financial markets: a MEM-based approach RF Engle, GM Gallo, M Velucchi Review of Economics and Statistics 94 (1), 222-223, 2012	155	2012
The effects of trading activity on market volatility GM Gallo, B Pacini The European Journal of Finance 6 (2), 163-175, 2000	143	2000
Intra-daily volume modeling and prediction for algorithmic trading CT Brownlees, F Cipollini, GM Gallo Journal of Financial Econometrics 9 (3), 489-518, 2011	126	2011
Copycats and common swings: the impact of the use of forecasts in information sets GM Gallo, CWJ Granger, Y Jeon IMF staff Papers 49 (1), 4-21, 2002	103	2002
Multiplicative error models CT Brownlees, F Cipollini, GM Gallo Available at SSRN 1852285, 2011	94	2011
A flexible tool for model building: the relevant transformation of the inputs network approach (RETINA) T Perez‐Amaral, GM Gallo, H White Oxford Bulletin of Economics and Statistics 65, 821-838, 2003	94	2003
Vector multiplicative error models: representation and inference F Cipollini, RF Engle III, GM Gallo National Bureau of Economic Research, 2006	78	2006
Semiparametric vector MEM F Cipollini, RF Engle, GM Gallo Journal of Applied Econometrics 28 (7), 1067-1086, 2013	75	2013
Volatility estimation via hidden Markov models A Rossi, GM Gallo Journal of Empirical Finance 13 (2), 203-230, 2006	75	2006
Forecasting realized volatility with changing average levels GM Gallo, E Otranto International Journal of Forecasting 31 (3), 620-634, 2015	70	2015
Volatility transmission across markets: a Multichain Markov Switching model GM Gallo, E Otranto Applied Financial Economics 17 (8), 659-670, 2007	68	2007
A nonparametric Bayesian approach to detect the number of regimes in Markov switching models E Otranto, GM Gallo Econometric Reviews 21 (4), 477-496, 2002	65	2002
On the asymmetric impact of macro–variables on volatility A Amendola, V Candila, GM Gallo Economic Modelling 76, 135-152, 2019	58	2019
Mixture processes for financial intradaily durations G De Luca, GM Gallo Studies in Nonlinear Dynamics & Econometrics 8 (2), 2004	58	2004
Solving large sparse systems of equations in econometric models FJH Don, GM Gallo Journal of Forecasting 6 (3), 167-180, 1987	58	1987
Do public and private investment stand in each other’s way R Coutinho, G Gallo WDR Background Paper, World Bank, 1991	55	1991

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